Some numerical results using a sparse matrix updating formula in unconstrained optimization
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- by Ph. L. Toint PDF
- Math. Comp. 32 (1978), 839-851 Request permission
Abstract:
This paper presents a numerical comparison between algorithms for unconstrained optimization that take account of sparsity in the second derivative matrix of the objective function. Some of the methods included in the comparison use difference approximation schemes to evaluate the second derivative matrix and others use an approximation to it which is updated regularly using the changes in the gradient. These results show what method to use in what circumstances and also suggest interesting future developments.References
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Additional Information
- © Copyright 1978 American Mathematical Society
- Journal: Math. Comp. 32 (1978), 839-851
- MSC: Primary 65K05
- DOI: https://doi.org/10.1090/S0025-5718-1978-0483452-7
- MathSciNet review: 0483452